California Water Service Group Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.76% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0326 | 7.05 | |
| 0.0854 | 8.12 | |
| 0.8590 | 47.96 | |
| -0.2465 | -5.13 | |
| 0.4874 | 6.82 | |
| -0.4195 | -9.62 | |
| 0.2939 | 6.66 | |
| -0.1977 | -4.51 | |
| 0.0995 | 2.63 | |
| 0.0340 | 0.89 | |
| -0.1103 | -2.64 | |
| 0.1101 | 2.11 | |
| -0.1263 | -1.85 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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